-52.9%
NVO vs QID
-73.7%
+20.8%
-74.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | QID | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -1.8% | -0.4% | -2.6% |
| 7D | -7.6% | +1.3% | -8.8% | -7.3% |
| 30D | -6.0% | +2.9% | -8.9% | -5.2% |
| 3M | -0.8% | -0.7% | -0.1% | -0.8% |
| 6M | +16.5% | -29.7% | +46.1% | +4.9% |
| YTD | -11.1% | -27.9% | +16.7% | -18.6% |
| 1Y | -16.7% | -34.6% | +17.8% | -25.2% |
| 3Y | -52.9% | -73.5% | +20.6% | -65.4% |
| All | -52.9% | -73.7% | +20.8% | -65.4% |
Cumulative growth
Daily Returns
Daily percentage return beside QID.
Daily Out/Under-Performance
Portfolio return minus QID return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × QID return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 3y: compounded portfolio wealth divided by compounded QID wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
3y analysis · Full analysis span regression · 6 months rolling